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arxiv: 1301.6911 · v3 · pith:564LMOX7new · submitted 2013-01-29 · 🧮 math.PR · math-ph· math.MP

A Curie-Weiss model of self-organized criticality

classification 🧮 math.PR math-phmath.MP
keywords modelcurie-weisscriticalitygeneralizedisinglambdaself-organizedamenable
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We try to design a simple model exhibiting self-organized criticality, which is amenable to a rigorous mathematical analysis. To this end, we modify the generalized Ising Curie-Weiss model by implementing an automatic control of the inverse temperature. For a class of symmetric distributions whose density satisfies some integrability conditions, we prove that the sum $S_n$ of the random variables behaves as in the typical critical generalized Ising Curie-Weiss model. The fluctuations are of order $n^{3/4}$, and the limiting law is $C\exp(-\lambda x^4)\,dx$ where $C$ and $\lambda$ are suitable positive constants.

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